Ilze Kalnina

Works (3)

2017 journal article

Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency

Journal of the American Statistical Association, 112(517), 384–396.

By: I. Kalnina & D. Xiu

Source: Crossref
Added: August 28, 2020

2011 journal article

Subsampling high frequency data

Journal of Econometrics, 161(2), 262–283.

By: I. Kalnina

Source: Crossref
Added: October 25, 2020

2008 journal article

Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error

Journal of Econometrics, 147(1), 47–59.

By: I. Kalnina & O. Linton

Source: Crossref
Added: August 28, 2020